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RiverSource Diversified Equity Inc I (ADIIX)
On
Dec 4
:
8.72
0.04
(0.46%)
MORE ON ADIIX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
20.13%
Worst 1 Yr Total Return
(2008)
:
-40.22%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
ADIIX
Category
Alpha (against Standard Index)
1.14
-1.05
Beta (against Standard Index)
1.11
1.02
Mean Annual Return
-7.25
-0.55
R-squared (against Standard Index)
97
94.27
Standard Deviation
22.03
20.65
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-8.69
N/A
5 Years
Statistic
ADIIX
Category
Alpha (against Standard Index)
3.38
0.04
Beta (against Standard Index)
1.13
1.02
Mean Annual Return
3.15
0.14
R-squared (against Standard Index)
95
93.13
Standard Deviation
18.42
16.85
Sharpe Ratio
0.10
N/A
Treynor Ratio
0.11
N/A
10 Years
Statistic
ADIIX
Category
Alpha (against Standard Index)
5.22
2.54
Beta (against Standard Index)
1.01
0.88
Mean Annual Return
4.02
0.27
R-squared (against Standard Index)
85
80.76
Standard Deviation
17.75
15.89
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.04
N/A
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